CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 08-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
Open |
1.1498 |
1.1520 |
0.0022 |
0.2% |
1.1433 |
High |
1.1569 |
1.1530 |
-0.0039 |
-0.3% |
1.1580 |
Low |
1.1415 |
1.1508 |
0.0093 |
0.8% |
1.1415 |
Close |
1.1498 |
1.1508 |
0.0010 |
0.1% |
1.1498 |
Range |
0.0154 |
0.0023 |
-0.0131 |
-85.3% |
0.0165 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
0 |
4 |
4 |
|
21 |
|
Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1583 |
1.1568 |
1.1520 |
|
R3 |
1.1560 |
1.1545 |
1.1514 |
|
R2 |
1.1538 |
1.1538 |
1.1512 |
|
R1 |
1.1523 |
1.1523 |
1.1510 |
1.1519 |
PP |
1.1515 |
1.1515 |
1.1515 |
1.1513 |
S1 |
1.1500 |
1.1500 |
1.1505 |
1.1496 |
S2 |
1.1493 |
1.1493 |
1.1503 |
|
S3 |
1.1470 |
1.1478 |
1.1501 |
|
S4 |
1.1448 |
1.1455 |
1.1495 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1993 |
1.1910 |
1.1589 |
|
R3 |
1.1828 |
1.1745 |
1.1543 |
|
R2 |
1.1663 |
1.1663 |
1.1528 |
|
R1 |
1.1580 |
1.1580 |
1.1513 |
1.1622 |
PP |
1.1498 |
1.1498 |
1.1498 |
1.1518 |
S1 |
1.1415 |
1.1415 |
1.1483 |
1.1457 |
S2 |
1.1333 |
1.1333 |
1.1468 |
|
S3 |
1.1168 |
1.1250 |
1.1453 |
|
S4 |
1.1003 |
1.1085 |
1.1407 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1580 |
1.1415 |
0.0165 |
1.4% |
0.0056 |
0.5% |
56% |
False |
False |
5 |
10 |
1.1580 |
1.1412 |
0.0168 |
1.5% |
0.0050 |
0.4% |
57% |
False |
False |
3 |
20 |
1.1580 |
1.1341 |
0.0239 |
2.1% |
0.0041 |
0.4% |
70% |
False |
False |
4 |
40 |
1.1580 |
1.1052 |
0.0528 |
4.6% |
0.0035 |
0.3% |
86% |
False |
False |
3 |
60 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0031 |
0.3% |
89% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1626 |
2.618 |
1.1589 |
1.618 |
1.1566 |
1.000 |
1.1553 |
0.618 |
1.1544 |
HIGH |
1.1530 |
0.618 |
1.1521 |
0.500 |
1.1519 |
0.382 |
1.1516 |
LOW |
1.1508 |
0.618 |
1.1494 |
1.000 |
1.1485 |
1.618 |
1.1471 |
2.618 |
1.1449 |
4.250 |
1.1412 |
|
|
Fisher Pivots for day following 08-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1519 |
1.1504 |
PP |
1.1515 |
1.1501 |
S1 |
1.1511 |
1.1498 |
|